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iShares Semiconductor ETF SOXX

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Market dataready · fetched 2026-10-16T01:01:45.616Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:05.028235897Z

FundamentalsAlpha Vantage · ready

Share price$510.57
1D+1.1%
AH$495$501$507$512$5185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSOXX
Sold putSold callAH

iShares Semiconductor ETF options

Live interpolated SOXX call and put midpoint premiums by absolute delta.iShares Semiconductor ETF$1.35$9.66$17.97$26.29$34.60$491.85$502.77$513.68$524.60$535.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOXX spot · $510.57SOXX PRICE$2.34$4.64$2.95$3.88$4.33$5.92$7.70$9.07$10.98$14.05$18.25$24.52$32.20$2.34$3.86$2.24$3.41$4.58$5.66$5.83$4.84$3.86$3.78$3.90$4.03$4.16
PutsCheap0.76×
CallsExpensive1.33×
SkewBullish-41.03 pp
Implied moveBullish±$13.52
TiltBullish45.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ529.7490.3%4.2%494.6380.7%3.6%
25Δ534.28136.2%5.6%495.06102.9%3.8%
30Δ518.8857.5%2.2%505.4843.8%1.4%
35Δ517.4262.8%2.1%506.3450.9%1.5%
40Δ514.6957.3%1.7%507.2158.0%1.6%
45Δ513.0465.9%1.6%508.8561.0%1.4%
50Δ510.9473.5%1.6%510.4155.5%1.2%
55Δ508.5374.8%1.4%511.3741.4%0.8%
60Δ505.7478.2%1.2%512.3227.3%0.4%
65Δ502.2187.4%1.1%512.8222.9%0.3%
70Δ497.5799.3%1.0%513.2220.8%0.2%
75Δ490.90116.7%0.9%513.6118.7%0.2%
80Δ482.55133.9%0.8%514.0116.6%0.1%

20Δ

Calls
Pseudo strike
529.74
IV
90.3%
B/E move
4.2%
Puts
Pseudo strike
494.63
IV
80.7%
B/E move
3.6%

25Δ

Calls
Pseudo strike
534.28
IV
136.2%
B/E move
5.6%
Puts
Pseudo strike
495.06
IV
102.9%
B/E move
3.8%

30Δ

Calls
Pseudo strike
518.88
IV
57.5%
B/E move
2.2%
Puts
Pseudo strike
505.48
IV
43.8%
B/E move
1.4%

35Δ

Calls
Pseudo strike
517.42
IV
62.8%
B/E move
2.1%
Puts
Pseudo strike
506.34
IV
50.9%
B/E move
1.5%

40Δ

Calls
Pseudo strike
514.69
IV
57.3%
B/E move
1.7%
Puts
Pseudo strike
507.21
IV
58.0%
B/E move
1.6%

45Δ

Calls
Pseudo strike
513.04
IV
65.9%
B/E move
1.6%
Puts
Pseudo strike
508.85
IV
61.0%
B/E move
1.4%

50Δ

Calls
Pseudo strike
510.94
IV
73.5%
B/E move
1.6%
Puts
Pseudo strike
510.41
IV
55.5%
B/E move
1.2%

55Δ

Calls
Pseudo strike
508.53
IV
74.8%
B/E move
1.4%
Puts
Pseudo strike
511.37
IV
41.4%
B/E move
0.8%

60Δ

Calls
Pseudo strike
505.74
IV
78.2%
B/E move
1.2%
Puts
Pseudo strike
512.32
IV
27.3%
B/E move
0.4%

65Δ

Calls
Pseudo strike
502.21
IV
87.4%
B/E move
1.1%
Puts
Pseudo strike
512.82
IV
22.9%
B/E move
0.3%

70Δ

Calls
Pseudo strike
497.57
IV
99.3%
B/E move
1.0%
Puts
Pseudo strike
513.22
IV
20.8%
B/E move
0.2%

75Δ

Calls
Pseudo strike
490.90
IV
116.7%
B/E move
0.9%
Puts
Pseudo strike
513.61
IV
18.7%
B/E move
0.2%

80Δ

Calls
Pseudo strike
482.55
IV
133.9%
B/E move
0.8%
Puts
Pseudo strike
514.01
IV
16.6%
B/E move
0.1%